Pages that link to "Item:Q2873847"
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The following pages link to Backward stochastic differential equations and optimal control of marked point processes (Q2873847):
Displaying 24 items.
- Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
- Optimal control of point processes with noisy observations: the maximum principle (Q1599466) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
